WYNN option chain Wynn Resorts, Limited

Expiration Cboe delayed options data · as of 18:39 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±16.6% (75.94–106.14) · ATM IV 34.3% · P/C open interest 1.38

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
42.55	46.15		4	58.6%	0.99	0.0011	0.000	47.5	0.0100	0.1900		26	50.2%	-0.01	0.0011	-0.003
40.40	43.75		17	60.0%	0.99	0.0014	0.000	50	0	0.2200		105	47.3%	-0.01	0.0014	-0.004
35.55	38.50		23	48.5%	0.98	0.0021	0.000	55	0.0800	0.3000		162	44.2%	-0.02	0.0021	-0.005
31.20	34.10		24	51.4%	0.96	0.0034	0.000	60	0.2300	0.4500		230	41.9%	-0.04	0.0034	-0.007
28.80	31.25		4	45.0%	0.95	0.0042	-0.001	62.5	0.3200	0.5700		12.3K	40.6%	-0.05	0.0043	-0.008
26.50	29.45		19	46.6%	0.94	0.0053	-0.003	65	0.4700	0.7300		228	39.8%	-0.06	0.0054	-0.009
24.45	27.25		11	46.2%	0.92	0.0066	-0.006	67.5	0.6100	0.9300		71	38.6%	-0.08	0.0067	-0.011
21.95	24.35		548	39.9%	0.90	0.0081	-0.008	70	0.8600	1.38		187	39.0%	-0.10	0.0082	-0.013
19.90	22.90		9	42.2%	0.88	0.0097	-0.011	72.5	1.15	1.69		336	38.0%	-0.12	0.0099	-0.015
17.85	20.45		34	39.7%	0.85	0.0114	-0.013	75	1.52	2.07		469	37.2%	-0.15	0.0116	-0.018
15.90	18.45		44	38.8%	0.82	0.0132	-0.016	77.5	1.96	2.54		1,415	36.3%	-0.19	0.0135	-0.020
14.05	16.35		157	37.5%	0.78	0.0150	-0.019	80	2.49	3.15		1,502	35.7%	-0.23	0.0154	-0.022
12.45	14.25		36	36.4%	0.74	0.0167	-0.021	82.5	3.10	3.90		611	35.1%	-0.27	0.0172	-0.024
10.85	12.55		92	35.9%	0.69	0.0183	-0.023	85	3.90	4.70		1,745	34.5%	-0.32	0.0188	-0.025
9.30	10.95		55	35.2%	0.64	0.0196	-0.024	87.5	4.75	5.85		308	34.4%	-0.37	0.0202	-0.026
8.05	9.50		159	35.0%	0.59	0.0206	-0.025	90	5.95	6.70	1	782	33.7%	-0.42	0.0213	-0.027
6.95	8.20		83	34.9%	0.54	0.0212	-0.026	92.5	6.95	8.15		514	33.3%	-0.47	0.0220	-0.027
5.80	6.95		212	34.2%	0.49	0.0215	-0.026	95	8.25	9.50		649	32.8%	-0.53	0.0223	-0.027
4.80	5.90		70	33.8%	0.43	0.0213	-0.026	97.5	9.65	11.25		1,165	32.8%	-0.58	0.0222	-0.026
4.05	5.00		1,014	33.8%	0.39	0.0207	-0.025	100	11.25	12.90		7,125	32.5%	-0.63	0.0218	-0.025
2.71	3.55		293	33.5%	0.30	0.0188	-0.023	105	14.85	16.55		478	32.0%	-0.73	0.0204	-0.022
1.77	2.48		2,020	33.3%	0.22	0.0162	-0.020	110	18.80	20.85		642	31.9%	-0.81	0.0184	-0.018
1.11	1.75		8,892	33.3%	0.16	0.0134	-0.016	115	22.45	25.55		618	27.6%	-0.88	0.0163	-0.015
0.8700	1.24		2,355	34.2%	0.12	0.0107	-0.013	120	27.10	30.30		548		-0.93	0.0134	-0.011
0.5700	0.9100		2,017	34.7%	0.09	0.0085	-0.011	125	31.80	35.45		238		-0.98	0.0133	-0.004
0.3700	0.6800		1,398	35.2%	0.07	0.0067	-0.009	130	36.95	40.55				-1.00	0.0022	-0.018
0.2600	0.4500		289	35.3%	0.05	0.0053	-0.007	135	41.95	45.45		1		-1.00	0.0000	-0.021

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Jan 15, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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WYNN option chain Wynn Resorts, Limited

Volatility smile — Jan 15, 2027

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